I pretty sure they keep all the costumes in a warehouse or something. Like most of the big artists do. Rihanna once said that she has everything she wore in a storage. Also GaGa keeps all her past outfits in a temperature controlled room (especially the Michael Jackson's Thriller jacket that she bought in a auction). So I'm pretty sure big artists like Ayu, Namie and probably Kumi (she also had an exhibition with tour outfits I think) have their own storage for outfits and some props from the tours. I don't think the ship is still assembled tho lol
Once Ayu was featured in the designer Keita Maruyama's exhibition, remember? With one of the Kouhaku's outfits.